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Luppi, Barbara ; Marzo, Massimiliano ; Scorcu, Antonello E.
(2007)
Credit risk and Basel II: Are non-profit firms financially different?
Bologna:
Dipartimento di Scienze economiche DSE,
p. 6.
DOI 10.6092/unibo/amsacta/4673.
In: Quaderni - Working Paper DSE
(601).
ISSN 2282-6483.
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Abstract
We estimate a model of credit risk for portfolios of Small and Medium-sized enterprises, conditional on being a non-profit or for-profit firms. The estimation is based on a unique dataset on Italian firms provided by a large commercial bank. We show that the main variables to identify creditworthiness are different for non-profit and for-profit firms. Traditional balance sheet information seems to be less crucial for non-profit firms.
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